+166.6%
JPM vs KMB
-5.6%
+172.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.3% | -3.0% | +3.3% | +0.5% |
| 30D | -0.2% | -5.5% | +5.3% | +0.1% |
| 3M | +15.9% | +14.0% | +1.9% | +14.9% |
| 6M | +20.9% | +4.1% | +16.9% | +20.3% |
| YTD | +12.9% | +8.0% | +4.8% | +12.0% |
| 1Y | +20.3% | -13.7% | +34.0% | +21.2% |
| All | +166.6% | -5.6% | +172.2% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling